Alessia's Bulwark is a craftable set. When you take damage from a melee attack, you have a 15% chance to reduce the attacker's weapon damage by 10% for 5 seconds.
This set is most effective against enemies with high weapon damage. The 15% chance to proc it makes it quite difficult to reliably get the damage reduction bonus when you need it, so keep that in mind. This set is rather weak compared to other possible sets that you can utilize to reduce weapon or spell damage, therefore it is one of the less popular sets in Elder Scrolls Online.
Alessia's Bulwark is part of the base game. Crafting stations for this set are located in Alik'r Desert (Alezer Kotu), Malabal Tor (Chancel of Divine Entreaty) and Eastmarch (Hammerhome). You can craft any armor, jewelry or weapon with this set in any motif style you know, as long as you have 5 traits researched (per item). You can trade crafted pieces to other players. Each set item becomes bound on equip.